CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9097 |
0.9060 |
-0.0037 |
-0.4% |
0.9085 |
| High |
0.9141 |
0.9134 |
-0.0007 |
-0.1% |
0.9203 |
| Low |
0.8987 |
0.9001 |
0.0014 |
0.2% |
0.8987 |
| Close |
0.9036 |
0.9018 |
-0.0018 |
-0.2% |
0.9018 |
| Range |
0.0154 |
0.0133 |
-0.0021 |
-13.6% |
0.0216 |
| ATR |
0.0136 |
0.0136 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
116,433 |
170,510 |
54,077 |
46.4% |
485,768 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9450 |
0.9367 |
0.9091 |
|
| R3 |
0.9317 |
0.9234 |
0.9055 |
|
| R2 |
0.9184 |
0.9184 |
0.9042 |
|
| R1 |
0.9101 |
0.9101 |
0.9030 |
0.9076 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9039 |
| S1 |
0.8968 |
0.8968 |
0.9006 |
0.8943 |
| S2 |
0.8918 |
0.8918 |
0.8994 |
|
| S3 |
0.8785 |
0.8835 |
0.8981 |
|
| S4 |
0.8652 |
0.8702 |
0.8945 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9717 |
0.9584 |
0.9137 |
|
| R3 |
0.9501 |
0.9368 |
0.9077 |
|
| R2 |
0.9285 |
0.9285 |
0.9058 |
|
| R1 |
0.9152 |
0.9152 |
0.9038 |
0.9111 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9049 |
| S1 |
0.8936 |
0.8936 |
0.8998 |
0.8895 |
| S2 |
0.8853 |
0.8853 |
0.8978 |
|
| S3 |
0.8637 |
0.8720 |
0.8959 |
|
| S4 |
0.8421 |
0.8504 |
0.8899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9233 |
0.8987 |
0.0246 |
2.7% |
0.0142 |
1.6% |
13% |
False |
False |
126,471 |
| 10 |
0.9289 |
0.8987 |
0.0302 |
3.3% |
0.0123 |
1.4% |
10% |
False |
False |
126,564 |
| 20 |
0.9593 |
0.8987 |
0.0606 |
6.7% |
0.0140 |
1.5% |
5% |
False |
False |
111,464 |
| 40 |
1.0184 |
0.8987 |
0.1197 |
13.3% |
0.0137 |
1.5% |
3% |
False |
False |
58,281 |
| 60 |
1.0454 |
0.8987 |
0.1467 |
16.3% |
0.0117 |
1.3% |
2% |
False |
False |
38,950 |
| 80 |
1.0454 |
0.8987 |
0.1467 |
16.3% |
0.0098 |
1.1% |
2% |
False |
False |
29,223 |
| 100 |
1.0454 |
0.8987 |
0.1467 |
16.3% |
0.0083 |
0.9% |
2% |
False |
False |
23,379 |
| 120 |
1.0454 |
0.8987 |
0.1467 |
16.3% |
0.0069 |
0.8% |
2% |
False |
False |
19,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9699 |
|
2.618 |
0.9482 |
|
1.618 |
0.9349 |
|
1.000 |
0.9267 |
|
0.618 |
0.9216 |
|
HIGH |
0.9134 |
|
0.618 |
0.9083 |
|
0.500 |
0.9068 |
|
0.382 |
0.9052 |
|
LOW |
0.9001 |
|
0.618 |
0.8919 |
|
1.000 |
0.8868 |
|
1.618 |
0.8786 |
|
2.618 |
0.8653 |
|
4.250 |
0.8436 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9068 |
0.9094 |
| PP |
0.9051 |
0.9069 |
| S1 |
0.9035 |
0.9043 |
|